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Ameobea / cryptoviz

A web-based Depth-Of-Market visualization for data of the Poloniex cryptocurrency exchange.
https://cryptoviz.net/
MIT License
73 stars 28 forks source link

GDAX Integration #3

Open Ameobea opened 7 years ago

Ameobea commented 7 years ago

It would be great to support ingesting live data from the GDAX exchange on Cryptoviz. They have a websocket-based API and offer data in a similar format to Poloniex, so there shouldn't be a need for any large-scale changes to the tool's design.

ecomkings commented 6 years ago

@Ameobea Hows the GDAX integration coming? 👍

Ameobea commented 6 years ago

@ecomkings believe it or not, after like 6 months or something, I actually did some work on that just a couple of days ago. I'd really love to use the GTT Library to allow the site to support a whole bunch of exchanges without having to implement the websocket feeds manually, but it currently doesn't work in the browser and I'd have to contribute upstream there first.

I'm working on a project at my work right now that may end up making use of this tool, in which case I'll end up doing all of that and (hopefully) releasing it publicly as well. So, yeah, hope of this getting done is still very alive!

ecomkings commented 6 years ago

@Ameobea That's awesome! I was looking for something to visualize/plot the order book and this seems to be perfect but I mainly use GDAX/Binance. Coinetic is also really amusing to watch, seems to be very slow for me when all the coins are selected and the prices don't appear on a lot of the coins, to bad it seems to be outdated. It would be cool if you could add multiple exchanges to this tool and possibly find patterns or trends sooner. Can this also plot the order books history over a days/weeks period of time?

stephenthoma commented 6 years ago

The method used for replaying stored data when switching between currencies (during same page load) could probably be easily leveraged into loading historical data. Long time frames might cause performance issues though?

ob-analytics can do heavy lifting of large time periods, if you're interested @ecomkings. But, honestly, who wants to deal with R haha..

Ameobea commented 6 years ago

@stephenthoma Ooh, I've actually seen @ecomkings's blog post using that library. It was an amazing a read and an inspiration for Cryptoviz, actually!

The current tool could, with a few changes, be converted for processing historical data and displaying it. It would need to be preprocessed a bit for performance's sake, condensing very rapid changes as to avoid filling memory and lagging the entire tool.